Fix historical price resolutions on pandas 3

tests/test_utils.py

@@ -1,4 +1,15 @@
-from trading_ig.utils import conv_datetime
+import warnings
+
+import pytest
+
+from trading_ig.utils import conv_datetime, conv_resol
+
+try:
+    import pandas  # noqa
+
+    pandas_installed = True
+except ImportError:
+    pandas_installed = False
 
 """
 Unit tests for utils module
@@ -17,3 +28,67 @@ def test_conv_datetime_format_2(self):
     def test_conv_datetime_format_3(self):
         result = conv_datetime("2020/03/01", 3)
         assert result == "2020/03/01 00:00:00"
+
+    @pytest.mark.skipif(not pandas_installed, reason="Requires pandas")
+    @pytest.mark.parametrize(
+        "resolution,expected",
+        [
+            ("1s", "SECOND"),
+            ("1Min", "MINUTE"),
+            ("2Min", "MINUTE_2"),
+            ("3Min", "MINUTE_3"),
+            ("5Min", "MINUTE_5"),
+            ("10Min", "MINUTE_10"),
+            ("15Min", "MINUTE_15"),
+            ("30Min", "MINUTE_30"),
+            ("1h", "HOUR"),
+            ("2h", "HOUR_2"),
+            ("3h", "HOUR_3"),
+            ("4h", "HOUR_4"),
+            ("D", "DAY"),
+            ("W", "WEEK"),
+            ("ME", "MONTH"),
+        ],
+    )
+    def test_conv_resol(self, resolution, expected):
+        assert conv_resol(resolution) == expected
+
+    @pytest.mark.skipif(not pandas_installed, reason="Requires pandas")
+    @pytest.mark.parametrize(
+        "resolution,expected",
+        [
+            ("1H", "HOUR"),
+            ("2H", "HOUR_2"),
+            ("3H", "HOUR_3"),
+            ("4H", "HOUR_4"),
+            ("M", "MONTH"),
+        ],
+    )
+    def test_conv_resol_legacy_alias(self, resolution, expected):
+        """The 'H' and 'M' aliases were removed in pandas 3.0, but they are the
+        spellings this library has always documented, so they must keep working"""
+        assert conv_resol(resolution) == expected
+
+    @pytest.mark.skipif(not pandas_installed, reason="Requires pandas")
+    def test_conv_resol_legacy_alias_does_not_warn(self):
+        """Legacy aliases are normalised before pandas sees them, so they don't
+        trigger the pandas 2 deprecation warning"""
+        with warnings.catch_warnings():
+            warnings.simplefilter("error", FutureWarning)
+            assert conv_resol("1H") == "HOUR"
+
+    @pytest.mark.skipif(not pandas_installed, reason="Requires pandas")
+    @pytest.mark.parametrize("resolution", ["2D", "2W", "12h"])
+    def test_conv_resol_unsupported(self, resolution):
+        """A valid pandas offset that IG has no resolution for is returned
+        unchanged"""
+        assert conv_resol(resolution) == resolution
+
+    @pytest.mark.skipif(not pandas_installed, reason="Requires pandas")
+    @pytest.mark.parametrize("resolution", ["banana", "", "X"])
+    def test_conv_resol_invalid(self, resolution):
+        """Anything pandas can't parse at all raises, rather than being passed
+        on to the API. Used e.g. in
+        test_historical_prices_v3_num_points_bad_resolution"""
+        with pytest.raises(ValueError):
+            conv_resol(resolution)

trading_ig/rest.py

@@ -1791,8 +1791,9 @@ def fetch_historical_prices_by_epic(
         :param epic: (str) The epic key for which historical prices are being
             requested
         :param resolution: (str, optional) timescale resolution. Expected values
-            are 1Min, 2Min, 3Min, 5Min, 10Min, 15Min, 30Min, 1H, 2H, 3H, 4H, D,
-            W, M. Default is 1Min
+            are 1Min, 2Min, 3Min, 5Min, 10Min, 15Min, 30Min, 1h, 2h, 3h, 4h, D,
+            W, ME. Default is 1Min. The pre-pandas 3 spellings 1H, 2H, 3H, 4H
+            and M are also accepted
         :param start_date: (datetime, optional) date range start, format
             yyyy-MM-dd'T'HH:mm:ss
         :param end_date: (datetime, optional) date range end, format
@@ -1884,8 +1885,9 @@ def fetch_historical_prices_by_epic_and_date_range(
         and date range. Supports both versions 1 and 2
         :param epic: IG epic
         :type epic: str
-        :param resolution: timescale for returned data. Expected values 'M', 'D',
-            '1H' etc
+        :param resolution: timescale for returned data. Expected values 'ME',
+            'D', '1h' etc. The pre-pandas 3 spellings 'M' and '1H' are also
+            accepted
         :type resolution: str
         :param start_date: start date for returned data. For v1, format
             '2020:09:01-00:00:00', for v2 use '2020-09-01 00:00:00'

trading_ig/utils.py

@@ -54,7 +54,16 @@ def conv_resol(resolution):
             to_offset("W"): "WEEK",
             to_offset("ME"): "MONTH",
         }
-        offset = to_offset(resolution)
+        # pandas 3.0 removes the 'H' and 'M' frequency aliases, in favour of
+        # 'h' and 'ME' so normalise them before calling to_offset
+        alias = resolution
+        if isinstance(alias, str):
+            if alias.endswith("H"):
+                alias = alias[:-1] + "h"
+            elif alias in ("M", "1M"):
+                alias = "ME"
+
+        offset = to_offset(alias)
         if offset in d:
             return d[offset]
         else: